Pep Guardiola says Manchester City do not deserve the "pressure" of being talked about as potential quadruple winners.
Top of the Premier League, through to the FA Cup quarter-finals and ahead after the first leg of their last-16 Champions League tie with Schalke, City's chances of claiming a historic haul of four trophies are alive.
Guardiola, though, insists it is still too early to speculate about City possibly winning all four of the competitions they are playing in this season.
"Ask me this question in April or May and after I will tell you the answer," Guardiola told reporters. "I will not lie to you in May. But now it is February and it is impossible to talk about that.
"Kevin [De Bruyne] said perfectly in the last press conference in Germany, the next target is the next game. It sells an illusion - how many times, in England, has one team won four titles in a season? Don't put that pressure on our shoulders because we don't deserve it.
"First, for the club that we are, historically. But the legacy in Sir Alex Ferguson's [Manchester] United - he never did that. Liverpool in the 80s, how many Champions Leagues [European Cups] did they have in their pockets? They didn't do that.
"So don't put the pressure on one team in February or November or December to say you have to win four titles, it's impossible. In May, we will see.
"It sells something that isn't true, because after that you [the media] say, 'Manchester City failed because they didn't win four titles' or 'they only won three titles', when it's only happened once in its whole life. That is not fair on us.
"So we'll try to win the next one and after, in April or May, we will see how our position is."
Before City and Chelsea face off at Wembley, Old Trafford will host a Premier League clash between City's title rivals Liverpool and Manchester United, who remain unbeaten domestically under Ole Gunnar Solskjaer.
Victory for City's local rivals United on Sunday would boost their chances of retaining the league but Guardiola was unequivocal when asked whether he would prefer to lift the Carabao Cup or see Jurgen Klopp's side lose.
"City win. Once we are in the final, it is the most important game in the season," Guardiola said. "We know the Premier League is the most important one, of course the Champions League and the [FA] Cup, but it is what it is. Of course, the EFL Cup is the most important game, by far.
"Of course, it would be good for us if Manchester United can get a result. But we have a final. Maybe for United or Liverpool it's not important because they have many in the trophy cabinet and they have many, many titles, but it's not the case for us. To retain the title would be good. To play a final would be good.
"It always helps us to grow as a club, for the new players coming and the new managers in the future, they have to know and have to arrive in the latter stages of all the titles. We are in the final and Chelsea have played, in the last decade, a lot of finals more than us, and it will be an incredibly tough game for them and for us - and, of course, we want to win it."